+362.7%
VEEV vs ROKU
+867.7%
-505.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -1.2% |
| 7D | -7.1% | -3.0% | -4.1% | -6.5% |
| 30D | +11.1% | +0.7% | +10.4% | +10.9% |
| 3M | +55.5% | +26.5% | +29.1% | +48.1% |
| 6M | +33.4% | +52.6% | -19.3% | +22.2% |
| YTD | +16.8% | +40.9% | -24.1% | +8.4% |
| 1Y | -7.7% | +57.6% | -65.4% | -16.5% |
| 3Y | +18.4% | +83.2% | -64.8% | -2.2% |
| 5Y | -14.8% | -54.8% | +40.0% | -17.5% |
| All | +362.7% | +867.7% | -505.1% | +236.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROKU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling